Description

This analysis provides a forecast of DIA prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2025-10-05 0.422606 0.469035 0.520940 0.583772 0.658462 0.745301 0.855240
2025-10-12 0.386621 0.449864 0.525897 0.625825 0.756527 0.925978 1.170084
2025-10-19 0.341753 0.410149 0.496470 0.616625 0.785194 1.023059 1.404781
2025-10-26 0.312386 0.384406 0.479005 0.617262 0.823614 1.138566 1.700912
2025-11-02 0.282985 0.354541 0.451299 0.597949 0.827519 1.200701 1.930398
2025-11-09 0.255200 0.323826 0.418569 0.566021 0.805213 1.213398 2.072461
2025-11-16 0.239055 0.307562 0.404315 0.559407 0.821401 1.294742 2.385400
2025-11-23 0.233359 0.305326 0.409841 0.583686 0.893081 1.496353 3.077991
2025-11-30 0.222305 0.294296 0.400920 0.583043 0.919863 1.616092 3.645281
2025-12-07 0.210384 0.281060 0.387354 0.572769 0.926484 1.694063 4.150281
2025-12-14 0.199299 0.268325 0.373512 0.560370 0.926728 1.757537 4.664182
2025-12-21 0.189349 0.256701 0.360553 0.548111 0.925216 1.816636 5.224011
2025-12-28 0.186981 0.257057 0.367732 0.574540 1.013027 2.148207 7.508899
2026-01-04 0.187437 0.261837 0.382638 0.617632 1.149274 2.697734 12.759020
2026-01-11 0.179191 0.252105 0.371973 0.609475 1.163388 2.873251 16.201529
2026-01-18 0.173102 0.245501 0.366212 0.610479 1.200805 3.156161 22.724813
2026-01-25 0.164543 0.234355 0.351627 0.591632 1.183008 3.220991 27.104443
2026-02-01 0.154773 0.220764 0.331905 0.560256 1.126753 3.106706 27.739488
2026-02-08 0.149271 0.214054 0.324194 0.553769 1.137769 3.290158 37.511468
2026-02-15 0.148335 0.214937 0.330286 0.577696 1.239976 3.972958 89.067727
2026-02-22 0.144204 0.210152 0.325548 0.577068 1.270356 4.333798 173.632935
2026-03-01 0.139154 0.203556 0.317011 0.566951 1.269587 4.525518 312.615179
2026-03-08 0.134157 0.196852 0.307913 0.554737 1.260099 4.664196 604.893251